-63.6%
KWEB vs AFRM
-25.2%
-38.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -4.3% | -8.5% | +4.2% | -2.9% |
| 30D | -13.0% | -11.4% | -1.6% | -11.4% |
| 3M | -7.6% | +8.2% | -15.8% | -9.4% |
| 6M | -21.1% | +36.6% | -57.7% | -26.2% |
| YTD | -28.2% | -8.7% | -19.6% | -28.6% |
| 1Y | -34.9% | -19.9% | -15.0% | -34.3% |
| 3Y | -0.8% | +202.6% | -203.3% | -30.0% |
| 5Y | -43.6% | -45.0% | +1.5% | -56.9% |
| All | -63.6% | -25.2% | -38.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling